I am trying to prove the Nested Interval Theorem, which is:
Given nested closed intervals of Real Numbers $$[a_1,b_1]\supset[a_2,b_2]\supset\cdots\supset[a_n,b_n]\supset\cdots$$ and $\lim_{n\to\infty}|a_n-b_n|=0$, there exists an element $x_0\in \bigcap_{i=1}^\infty [a_i,b_i]$ and $x_0$ is unique.
I think my proof is wrong somewhere. Could anybody tell me where the mistake is?
Proof: (By contradiction.) Suppose $\cap[a_n,b_n]=\varnothing$, then $\exists n_1,n_2$ ($n_2>n_1$), such that $[a_{n_1},b_{n_1}]\cap[a_{n_2},b_{n_2}]=\varnothing$, but $[a_{n_1},b_{n_1}]\supset [a_{n_2},b_{n_2}]$ and $b_{n_2}-a_{n_2}\neq0$, contradiction.